+172.4%
CEG vs UDR
+4.1%
+168.3%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.0% | +0.2% | -1.5% |
| 7D | +1.3% | -3.3% | +4.6% | +1.7% |
| 30D | +8.8% | -5.6% | +14.5% | +9.4% |
| 3M | +17.0% | -9.4% | +26.4% | +17.9% |
| 6M | -8.7% | -3.0% | -5.8% | -8.7% |
| YTD | -16.4% | -0.4% | -16.0% | -16.8% |
| 1Y | -1.8% | -5.1% | +3.4% | -1.3% |
| All | +172.4% | +4.1% | +168.3% | +172.8% |
Cumulative growth
Daily Returns
Daily percentage return beside UDR.
Daily Out/Under-Performance
Portfolio return minus UDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UDR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded UDR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling